[QRMlib-svn] SF.net SVN: qrmlib: [22] trunk

[<jbe...@us...>]

Revision: 22
          http://qrmlib.svn.sourceforge.net/qrmlib/?rev=22&view=rev
Author:   jbeckford
Date:     2007-10-25 14:29:00 -0700 (Thu, 25 Oct 2007)

Log Message:
-----------
All fixes for "checking R code for possible problems" of R CMD check.  The fixes have not been tested thoroughly:

More T to TRUE and F to FALSE.

Dr McNeil's functionsCopula (without the assign statement) is in. 

Even with if (portable.is.R()) { ... } else { ... }, R CMD check will check all lines of code for problems (ie. checks to see if functions like nlmin exist), including the else block.  That limits what can go in the else block to be valid R code, and in "common" S+/R code in general.  As a work-around, I put R-specific functions in R/R/functionsR.R and S-specific versions are in S/functionsS.ssc.

Scott's fix for the assigns has been implemented, but for now just in the R-specific code.  Additionally, changes were made from out$converged (S+) to out$convergence==0 (R) and other output parameters, and the input parameters needed to be passed to hessb() as well.

I've got a little issue with the following in cal.probitnorm:
k2 - pmvnorm(c(qnorm(k1), qnorm(k1)), rho = x)

R CMD check complains that 'rho' isn't an argument to pmvnorm.  For the R-specific version, I dropped the rho argument

I changed fit.mst since (I believe) it was missing a 'if (is.na(kvalue)) kvalue <- det(Sigma)' statement, and a kvalue parameter, before EMupdate was called.

Modified Paths:
--------------
    trunk/Makefile
    trunk/common/functions/functionsCredit.ssc
    trunk/common/functions/functionsEVT.ssc
    trunk/common/functions/functionsHawkes.ssc
    trunk/common/functions/functionsMultivariate.ssc
    trunk/common/functions/functionsNormix.ssc
    trunk/common/functions/functionsPortable.ssc
    trunk/common/functions/functionsUnivariate.ssc
    trunk/common/functions/functionsUtility.ssc

Added Paths:
-----------
    trunk/R/R/
    trunk/R/R/functionsR.R
    trunk/S/functionsS.ssc

Property Changed:
----------------
    trunk/
    trunk/S/
    trunk/common/functions/


This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.